Anic Equity¶

Anic Portfolio¶

Today¶

Return: -0.444 %¶

This Week¶

Return: 0.605 %¶

Total¶

Return: 56.554 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.560000 2866.500000 230.500000 8.740000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.520000 662.570000 85.570000 14.830000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.400000 438.600000 83.600000 23.550000 355.000000
Boozt 12 1.490000 1719.600000 65.600000 3.970000 1653.999996
HMS Networks 2 0.000000 717.200000 44.200000 6.570000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.550000 548.800000 21.800000 4.140000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.510000 546.800000 14.800000 2.780000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
SAAB B 8 1.710000 3388.000000 11.000000 0.330000 3377.000000
Essity B 2 -0.070000 582.400000 8.400000 1.460000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.340000 562.080000 5.080000 0.910000 557.000004
Resurs Holding 22 -1.390000 577.720000 3.720000 0.650000 573.999998
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.060000 570.480000 0.480000 0.080000 570.000000
Midsona B 63 -4.240000 583.380000 0.380000 0.070000 582.999984
CTEK 13 -1.870000 531.440000 -2.560000 -0.480000 533.999999
Handelsbanken A 5 -1.230000 542.750000 -3.250000 -0.600000 546.000000
Nordea Bank Abp 29 -0.520000 3450.420000 -3.580000 -0.100000 3453.999992
Swedbank A 3 -0.720000 559.800000 -4.200000 -0.740000 564.000000
International Petroleum Corp. 5 1.780000 544.500000 -50.070000 -8.420000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.250000 3589.300000 -166.700000 -4.440000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.490000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46426.090000 -462.480000 -1.6634% 46888.564618

Updated:¶

'2023-01-17 16:29:32.674346'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶